Nested sub-sample search algorithm for estimation of threshold models (Q2828613)

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scientific article; zbMATH DE number 6643457
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    Nested sub-sample search algorithm for estimation of threshold models
    scientific article; zbMATH DE number 6643457

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      Nested sub-sample search algorithm for estimation of threshold models (English)
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      26 October 2016
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      least squares estimation
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      maximum likelihood estimation
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      nested sub-sample search algorithm
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      standard grid search algorithm
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      threshold model
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